Pages that link to "Item:Q3128747"

The following pages link to Marginal Likelihood from the Gibbs Output (Q3128747):

Displaying 50 items.

• Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance (Q665031) (← links)
• Bayesian analysis for a fractional population growth model (Q670469) (← links)
• A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
• The Bayesian method for causal discovery of latent-variable models from a mixture of experimental and observational data (Q693221) (← links)
• Improved cross-entropy method for estimation (Q693334) (← links)
• Model weights for model choice and averaging (Q713757) (← links)
• Detecting non-binomial sex allocation when developmental mortality operates (Q727144) (← links)
• \(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models (Q728966) (← links)
• Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Bayesian structured variable selection in linear regression models (Q737001) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• Bayesian inference in a time varying cointegration model (Q738080) (← links)
• Bayesian inference in a sample selection model (Q738081) (← links)
• Bayesian hypothesis testing in latent variable models (Q738117) (← links)
• A semiparametric stochastic volatility model (Q738174) (← links)
• Improved variational Bayes inference for transcript expression estimation (Q743618) (← links)
• On conditional variance estimation in nonparametric regression (Q746272) (← links)
• Markov chain importance sampling with applications to rare event probability estimation (Q746273) (← links)
• Secure Bayesian model averaging for horizontally partitioned data (Q746280) (← links)
• Improving power posterior estimation of statistical evidence (Q746315) (← links)
• A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
• Optimizing random scan Gibbs samplers (Q853941) (← links)
• Approximate Bayesian inference in spatial GLMM with skew normal latent variables (Q901561) (← links)
• Classification in segmented regression problems (Q901624) (← links)
• Bayesian hierarchical classes analysis (Q946674) (← links)
• A sparse matrix approach to Bayesian computation in large linear models (Q956783) (← links)
• Posterior analysis of latent competing risk models by parallel tempering (Q956943) (← links)
• Drug risk assessment with determining the number of sub-populations under finite mixture normal models (Q956969) (← links)
• Bayesian computation for logistic regression (Q957166) (← links)
• Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (Q957295) (← links)
• Bayesian model choice based on Monte Carlo estimates of posterior model probabilities (Q959164) (← links)
• Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
• Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
• Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome (Q961786) (← links)
• Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output (Q961962) (← links)
• Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
• Bayesian meta-analysis for identifying periodically expressed genes in fission yeast cell cycle (Q993270) (← links)
• A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566) (← links)
• Bayesian likelihood robustness in linear models (Q1015863) (← links)
• The Bayes factor for inequality and about equality constrained models (Q1020742) (← links)
• Model-based clustering for longitudinal data (Q1023471) (← links)
• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
• Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
• Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
• Comparison between a measurement error model and a linear model without measurement error (Q1023930) (← links)
• Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
• Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
• Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
• Bayesian reduced rank regression in econometrics (Q1126468) (← links)